However, there is no way (other than directly writing MIDI data into a MIDI track) to record directly into a clip. Instead you have to switch to another edit window to record something, then cut/paste into a clip slot. BTW, don't copy/paste, otherwise both the clip and the source material will play at the same time.

I can see the use for live performance and for musically organizing sample loops, so this is not a criticism per se, just more of an expectational mis-match on my part, I guess.